Well, a lot of us, myself included, speculated that the Mind Gem was in Loki's sceptre, and everything in the Avengers movie certainly bolsters that theory, even if it doesn't directly say so.

But here's the thing: Thanos *gave* the sceptre to Loki. (The Other says so.) So why would he *give away* an Infinity Gem? Especially if he was secretly betting on Loki to lose his war on Earth anyway?

Yeah I know the whole CBM community speculated the scepter has the mind gem. Thanos secretly betting on Loki to lose his war on earth is speculation as well. Besides, he would need the Cube to explore the "other worlds the tesseract will unveil." What I'm speculating is that it's believable he'd give Loki the mind gem in order to get the cube, which'd open the worlds where he could gather all the other gems. And if Loki had won earth, like he thought he would, I could easily imagine Thanos and The Other double-crossing Loki and getting the mind gem back...if they're really badasses